+373.3%
DXCM vs COR
+469.4%
-96.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -3.6% | +2.9% | -6.5% | -4.3% |
| 30D | -4.3% | +5.8% | -10.2% | -5.6% |
| 3M | -10.4% | +11.4% | -21.8% | -12.8% |
| 6M | +33.1% | +34.5% | -1.3% | +23.3% |
| YTD | +22.6% | +4.1% | +18.6% | +20.3% |
| 1Y | +36.5% | -3.1% | +39.7% | +36.4% |
| 3Y | -13.5% | +80.9% | -94.3% | -28.8% |
| 5Y | -49.6% | +195.1% | -244.8% | -64.3% |
| All | +373.3% | +469.4% | -96.1% | +170.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded COR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling